| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 893309.0363 | 808746.7802 | 84562.2561 | 5728653.6025 | 8354111.0551 | -2625457.4527 |
| Total P&L (%) | 893.309 | 808.7468 | 84.5623 | 5728.6536 | 8354.1111 | -2625.4575 |
| Avg Daily Profit (%) | 0.3572 | 0.3234 | 0.0338 | 0.1627 | 0.1776 | 0 |
| Buy And Hold Return (%) | 801.0035 | 801.0035 | 801.0035 | 801.0035 | 801.0035 | 801.0035 |
| Max Trade Drawdown | -121153 | -42707 | -129340 | -5581417 | -1451080 | -7698544 |
| Profit Factor | 2.5703 | 4.3162 | 1.2602 | 1.3777 | 2.6628 | 0.7412 |
| Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
| Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
| Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
| Profitability (%) | 52.1739 | 50.8772 | 53.4483 | 52.1739 | 50.8772 | 53.4483 |
| Ratio Avg Win / Avg Loss | 2.3561 | 4.1674 | 1.0976 | 1.2629 | 2.5709 | 0.6455 |
| Largest Winning Trade | 348839 | 348839 | 51099 | 5216301 | 5216301 | 1150488 |
| Largest Losing Trade | -44351 | -29547 | -44351 | -2910430 | -914656 | -2910430 |
| Avg Bars in Trades | 63 | 75 | 51 | 63 | 75 | 51 |
| Avg Bars in Winners | 79 | 95 | 65 | 79 | 95 | 65 |
| Avg Bars in Losers | 45 | 54 | 35 | 45 | 54 | 35 |
| Bars Traded | 7266 | 4278 | 2988 | 7266 | 4278 | 2988 |
| Profit Streak | 154.1584 | 166.4917 | 154.1584 | 154.1584 | 166.4917 | 154.1584 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -113674 | -325359 | -492306 | 368888 | -166049 | -759422 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7503,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1548057600000,
"last_datapoint_time": 1758614400000,
"evaluation_time": 1758628082353,
"expiration_time": 1765096992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 188,
"offset": 4
}
}
}
{
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
893309.0362673076,
808746.7801717614,
84562.2560955465,
5728653.6024584295,
8354111.055144059,
-2625457.452685629
],
[
893.309036,
808.74678,
84.562256,
5728.653602,
8354.111055,
-2625.457453
],
[
0.357181,
0.323369,
0.033811,
0.162682,
0.177576,
0
],
[
801.003534,
801.003534,
801.003534,
801.003534,
801.003534,
801.003534
],
[
-121153,
-42707,
-129340,
-5581417,
-1451080,
-7698544
],
[
2.570324,
4.316185,
1.260199,
1.3777,
2.662752,
0.741154
],
[
115,
57,
58,
115,
57,
58
],
[
60,
29,
31,
60,
29,
31
],
[
55,
28,
27,
55,
28,
27
],
[
52.173913,
50.877193,
53.448276,
52.173913,
50.877193,
53.448276
],
[
2.35613,
4.167352,
1.097593,
1.262892,
2.570933,
0.645521
],
[
348839,
348839,
51099,
5216301,
5216301,
1150488
],
[
-44351,
-29547,
-44351,
-2910430,
-914656,
-2910430
],
[
63,
75,
51,
63,
75,
51
],
[
79,
95,
65,
79,
95,
65
],
[
45,
54,
35,
45,
54,
35
],
[
7266,
4278,
2988,
7266,
4278,
2988
],
[
154.15836,
166.491694,
154.15836,
154.158361,
166.491694,
154.158361
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-113674,
-325359,
-492306,
368888,
-166049,
-759422
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7503,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1548057600000,
"last_datapoint_time": 1758614400000,
"evaluation_time": 1758628082353,
"expiration_time": 1765096992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 188,
"offset": 4
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|